+732.3%
GLD vs DTE
+768.0%
-35.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | +2.8% | +3.5% | -0.7% | +2.6% |
| 30D | -4.0% | +9.5% | -13.5% | -4.6% |
| 3M | -8.2% | +2.5% | -10.8% | -8.4% |
| 6M | -14.8% | +0.6% | -15.4% | -15.0% |
| YTD | -6.8% | +10.5% | -17.3% | -7.6% |
| 1Y | -2.4% | +3.3% | -5.7% | -2.7% |
| 3Y | +105.8% | +56.3% | +49.5% | +99.1% |
| 5Y | +113.3% | +44.9% | +68.4% | +107.3% |
| 10Y | +208.4% | +149.2% | +59.3% | +188.9% |
| All | +732.3% | +768.0% | -35.7% | +656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling